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Westwood Salient Enhanced Midstream Income ETF MDST

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Market datapartial · fetched 2026-10-22T23:42:32.939Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.002299967Z

FundamentalsAlpha Vantage · unavailable

Share price$28.59
1D-1.1%
AH$28.04$28.27$28.50$28.73$28.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMDST
Sold putSold callAH

Westwood Salient Enhanced Midstream Income ETF options

Live interpolated MDST call and put midpoint premiums by absolute delta.Westwood Salient Enhanced Midstream Income ETF$0.52$1.36$2.21$3.06$3.90$24.79$26.45$28.10$29.76$31.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MDST spot · $28.59MDST PRICE$0.61$0.65$0.71$0.77$0.83$0.90$0.96$1.02$1.10$1.19$1.28$0.63$0.64$0.69$0.77$0.88$1.07$1.26$1.42$1.55$1.67$1.89$2.46$3.66
PutsExpensive1.39×
CallsExpensive1.07×
SkewBearish+12.13 pp
Implied moveBearish±$2.10
TiltBearish30.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.0663.9%14.5%
25Δ26.3250.2%10.2%
30Δ30.8042.6%9.9%27.1242.6%7.6%
35Δ30.0036.3%7.2%27.6438.7%6.0%
40Δ29.6933.8%6.3%28.1136.0%4.8%
45Δ29.3831.4%5.5%28.4736.2%4.2%
50Δ29.0829.0%4.6%28.8436.5%3.6%
55Δ28.7726.5%3.8%29.1735.5%3.0%
60Δ28.4624.1%2.9%29.4633.4%2.4%
65Δ28.1521.6%2.0%29.7631.4%1.8%
70Δ27.9219.6%1.5%30.1330.5%1.2%
75Δ27.7518.0%1.2%30.7633.8%1.0%
80Δ27.5816.4%0.9%31.9842.9%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.06
IV
63.9%
B/E move
14.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.32
IV
50.2%
B/E move
10.2%

30Δ

Calls
Pseudo strike
30.80
IV
42.6%
B/E move
9.9%
Puts
Pseudo strike
27.12
IV
42.6%
B/E move
7.6%

35Δ

Calls
Pseudo strike
30.00
IV
36.3%
B/E move
7.2%
Puts
Pseudo strike
27.64
IV
38.7%
B/E move
6.0%

40Δ

Calls
Pseudo strike
29.69
IV
33.8%
B/E move
6.3%
Puts
Pseudo strike
28.11
IV
36.0%
B/E move
4.8%

45Δ

Calls
Pseudo strike
29.38
IV
31.4%
B/E move
5.5%
Puts
Pseudo strike
28.47
IV
36.2%
B/E move
4.2%

50Δ

Calls
Pseudo strike
29.08
IV
29.0%
B/E move
4.6%
Puts
Pseudo strike
28.84
IV
36.5%
B/E move
3.6%

55Δ

Calls
Pseudo strike
28.77
IV
26.5%
B/E move
3.8%
Puts
Pseudo strike
29.17
IV
35.5%
B/E move
3.0%

60Δ

Calls
Pseudo strike
28.46
IV
24.1%
B/E move
2.9%
Puts
Pseudo strike
29.46
IV
33.4%
B/E move
2.4%

65Δ

Calls
Pseudo strike
28.15
IV
21.6%
B/E move
2.0%
Puts
Pseudo strike
29.76
IV
31.4%
B/E move
1.8%

70Δ

Calls
Pseudo strike
27.92
IV
19.6%
B/E move
1.5%
Puts
Pseudo strike
30.13
IV
30.5%
B/E move
1.2%

75Δ

Calls
Pseudo strike
27.75
IV
18.0%
B/E move
1.2%
Puts
Pseudo strike
30.76
IV
33.8%
B/E move
1.0%

80Δ

Calls
Pseudo strike
27.58
IV
16.4%
B/E move
0.9%
Puts
Pseudo strike
31.98
IV
42.9%
B/E move
0.9%

Options history

No recorded observations